Title: Weyl's Integration Formula for Unitary Groups
Speaker: Steven Spallone (IISER, Pune)
Date: 06 March 2015
Time: 4:00 – 4:50 pm
Venue: LH-1, Mathematics Department

Weyl discovered a decomposition of the invariant probability measure on a connected compact Lie group, according to elements of a maximal torus and their conjugacy classes. In the case of the unitary group, it allowed Diaconis and Shahshahani to access the distribution of the eigenvalues of a random unitary matrix. We explore these ideas in the lecture.


Contact: +91 (80) 2293 2711, +91 (80) 2293 2265
E-mail: chairman.math[at]iisc[dot]ac[dot]in